doc: add a note about nose skipping files marked executable

doc/finding_tests.rst

@@ -8,7 +8,12 @@ nose, by default, follows a few simple rules for test discovery.
   expression, and those that match are considered tests. Any class that is a
   `unittest.TestCase` subclass is also collected, so long as it is inside of a
   module that looks like a test.
-
+
+* Files with the executable bit set are ignored by default under Unix-style
+  operating systems--sse ``--exe`` to allow collection from them, but be careful
+  that is safe to do so.  Under Windows, executable files will be picked up by
+  default since there is no executable bit to test.
+
 * Directories that don't look like tests and aren't packages are not
   inspected.
 
@@ -29,4 +34,4 @@ nose, by default, follows a few simple rules for test discovery.
   True, that object will not be collected, nor will any objects it
   contains.
 
-Be aware that plugins and command line options can change any of those rules.
+Be aware that plugins and command line options can change any of those rules.